Supremacy of Realized Variance MIDAS Regression in Volatility Forecasting of Mutual Funds: Empirical Evidence From Malaysia |
WAN, Cheong Kin
(Department of Business, Faculty of Business, Economics & Accounting, HELP University)
CHOO, Wei Chong (Department of Management, School of Business and Economics, Universiti Putra Malaysia, Laboratory of Computational Statistics and Operations Research, Institute for Mathematical Research, Universiti Putra Malaysia) HO, Jen Sim (School of Business and Economics, Universiti Putra Malaysia) ZHANG, Yuruixian (School of Business and Economics, Universiti Putra Malaysia) |
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